Many who consider themselves (inherently) unlucky, generally internalize and fixate on negative events, relating to them emotionally, without actively considering the odds of those particular events occurring given one's circumstances. It would follow that the same pattern of (emotional) relation would apply to the imagination of an extremely negative event (i.e. death). In addition, for women, generally, I believe that, the belief that they will die young, can actually be rooted in failed (sexual) relationships - obviously this can apply to men too (but more-so to women.)
Emotional information relays the message of (negative) events, not through any factual information, but through vague, undefined ideas (e.g. "the world is against me"). When this becomes prominent, these ideas can extend to trivial events - which is why, these types of people may tend to freak out over, for example, dropping an object onto the floor.
Similar to the despair people feel when they posit goals and fail, the emotional effect dominates, and the rest of the information that could lead to a re-evaluation and suitable re-alignment is denied, which increases the probability of another failure, and when the pattern repeats itself over and over, they consider failure to be an inescapable and inevitable fact for every and any attempt toward a goal.
Anyhow, if one lives under particularly deep emotional despair brought about by failures and what not, of-course, the lifestyles that spring may take on a self-destructive turn, toward death. The idea of early death strengthens and becomes more and more of a reality, destroying and repressing the passions and drives.